Library: | multi |
See also: | bgen jagen |
Quantlet: | jbgen | |
Description: | auxiliary quantlet for full VAR model analysis |
Usage: | j = jbgen(di, ord) | |
Input: | ||
di | integer, dimension of time series | |
ord | integer, order of series | |
Output: | ||
j | di x (1 + ord*di) vector |
library("multi") jbgen(2,2)
Contents of j [1,] 0 1 0 0 0 [2,] 0 0 1 0 0